Research Themes
Four Interlocking Research Pillars
Each theme stands alone but amplifies the others — Finance informs Economy models; Economy models shape Society impact analysis.
Theme A
Finance
- Financial Analytics — time-series & factor research, portfolio analytics, nowcasting, alternative-data fusion
- Algorithmic Trading — strategy discovery, adaptive execution, order-book analytics, market impact
- Risk Management — market, credit, liquidity & operational risk; ML-assisted early warning; explainable scores
- AI in Finance — document intelligence, graph-based entity linking, retrieval pipelines
Theme B
Economies
- FinTech & DeFi — CBDC/DeFi analytics, payments & lending, financial inclusion, KYC/AML
- Token Economy & Market Design — mechanism & incentive alignment, governance, reputation systems
- Climate Finance & Energy — transition/physical risk, carbon markets, green bonds, ESG assurance, power-market analytics
Theme C
Society
- RegTech & SupTech — model-risk management, compliance automation, audit trails, standards mapping
- Computational Game Theory — strategic behaviour, auctions, credit-rating games, platform policies
- AI's Impact on Economy & Society — productivity & jobs, fairness & safety, alignment, policy simulation
Theme D
Mathematical Finance
- Stochastic Calculus — Brownian motion, Ito processes, stochastic differential equations
- Derivative Pricing — option pricing theory, Black–Scholes models, arbitrage-free pricing
- Financial Mathematics — martingale methods, risk-neutral measures, portfolio optimization
- Quantitative Methods — mathematical modeling of financial markets and economic systems